• Media type: E-Book
  • Title: Identification of unobservables in observations
  • Contributor: Hu, Yingyao [VerfasserIn]
  • imprint: [London]: Cemmap, Centre for Microdata Methods and Practice, The Institute for Fiscal Studies, Department of Economics, UCL, [2022]
  • Published in: Centre for Microdata Methods and Practice: CEMMAP working papers ; 2022,23
  • Extent: 1 Online-Ressource (circa 13 Seiten)
  • Language: English
  • DOI: 10.47004/wp.cem.2022.2322
  • Identifier:
  • Keywords: Schätztheorie ; Item-Response-Theorie ; Statistischer Fehler ; Partielle Identifikation ; identification in observations ; unobserved heterogeneity ; latent variable model ; measurement error model ; Graue Literatur
  • Origination:
  • Footnote:
  • Description: In empirical studies, the data usually don't include all the variables of interest in an economic model. This paper shows the identification of unobserved variables in observations at the population level. When the observables are distinct in each observation, there exists a function mapping from the observables to the unobservables. Such a function guarantees the uniqueness of the latent value in each observation. The key lies in the identification of the joint distribution of observables and unobservables from the distribution of observables. The joint distribution of observables and unobservables then reveal the latent value in each observation. Three examples of this result are discussed.
  • Access State: Open Access